+44.4%
XLU vs ESTC
-49.0%
+93.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.9% |
| 7D | -1.2% | -13.2% | +12.0% | -0.8% |
| 30D | -2.5% | +9.3% | -11.9% | -2.9% |
| 3M | -2.7% | +37.3% | -40.1% | -3.7% |
| 6M | -7.5% | +61.0% | -68.5% | -9.0% |
| YTD | +0.9% | +10.7% | -9.7% | +0.5% |
| 1Y | +3.3% | -7.2% | +10.5% | +3.5% |
| 3Y | +47.3% | +7.2% | +40.1% | +44.0% |
| 5Y | +44.4% | -47.7% | +92.1% | +36.8% |
| All | +44.4% | -49.0% | +93.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling